-28.9%
FICO vs FSLY
+2.5%
-31.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.5% |
| 7D | +2.2% | +4.9% | -2.6% | +2.0% |
| 30D | +0.1% | -33.5% | +33.6% | +1.2% |
| 3M | -35.2% | -44.6% | +9.5% | -34.2% |
| 6M | -32.4% | -9.2% | -23.1% | -33.4% |
| YTD | -57.4% | +63.3% | -120.7% | -60.6% |
| 1Y | -58.5% | +45.3% | -103.8% | -61.3% |
| 3Y | -28.9% | +3.7% | -32.6% | -37.3% |
| All | -28.9% | +2.5% | -31.4% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling